+53.1%
RGTI vs XHB
+36.2%
+17.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.7% |
| 7D | -0.1% | -5.2% | +5.1% | +4.9% |
| 30D | -16.2% | -12.1% | -4.1% | -5.5% |
| 3M | -22.0% | -6.2% | -15.8% | -18.0% |
| 6M | -10.8% | -6.7% | -4.1% | -5.7% |
| YTD | -31.6% | -5.5% | -26.1% | -29.6% |
| 1Y | -6.4% | -15.6% | +9.3% | +6.1% |
| 3Y | +665.7% | +22.0% | +643.7% | +530.8% |
| 5Y | +55.6% | +31.8% | +23.8% | +11.8% |
| All | +53.1% | +36.2% | +17.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling